| JDCEX Fund | | | USD 12.80 0.01 0.08% |
James Alpha market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for James Alpha Managed or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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James Alpha Managed has current Market Risk Adjusted Performance of 0.1174.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1174 | |
| ER[a] | = | Expected return on investing in James Alpha |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
James Alpha Market Risk Adjusted Performance Peers Comparison
James Market Risk Adjusted Performance Relative To Other Indicators
James Alpha Managed is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
21.90 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for James Alpha Managed is roughly
21.90
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